Portuguese custard tarts or “pasteis de nata” are a specialty pastry from Portugal. Caution: this cinnamon and citrus flavored custard surrounded by a flaky puff pastry crust is highly addictive, and well worth the labor.
In a stand mixer fitted with the paddle attachment, add the flour, water and salt. Mix on medium speed until the dough comes together, about 1 minute. Turn the dough onto a floured work surface, lightly shape into a square and wrap it in plastic wrap. Let the dough sit out at room temperature for 30 minutes.
Generously flour a clean work surface. Unwrap the dough and place it on the floured surface, dusting the top with more flour. Roll the dough out to a 12-inch square, flouring the dough and rolling pin as needed to prevent the dough from sticking.
Using a pastry brush, brush the excess flour off the surface of the dough. Using a small offset spatula, spread 3 tablespoons butter over the left 2/3 of the dough, leaving a 1/2-inch border around the edges. Lift up the unbuttered 1/3 and fold it over the middle third, then fold the far left third over the middle (as if you were folding a letter into thirds). Rotate dough so that the open seam is facing you. Repeat this process a second time, making sure you have enough flour so the dough doesn’t stick.
For the third time, roll out the dough to a 12-inch square. Spread the remaining 4 tablespoons of butter over the entire surface, leaving a 1/2-inch border.
Starting with the side of the dough closest to you, roll the pastry into a tight log, brushing off the excess flour as you go. Trim the ends so that the edges are even; cut the log in half (6 inches for each log), wrap the two logs in plastic wrap and chill in the fridge for at least 3 hours or overnight.
Filling
In a small saucepan add the sugar, water, orange peel, star anise, cinnamon stick and vanilla bean (make sure you scrape the seeds out so you get the full flavor). Set the pan over medium-high heat and bring to a boil. Once the sugar starts to boil, stop stirring. Continue to cook the syrup to 225°F. Remove the pan from the heat and let the syrup sit for 30 minutes.
In a medium bowl, add the egg yolks and cornstarch. Whisk to combine and set aside. In a medium saucepan, add the milk. Set the pan over medium-high heat and bring to a boil. Add 1/3 of the milk to the egg yolks and whisk to temper the yolks; then, add the tempered yolk mixture to the remaining milk in the saucepan and whisk to combine. Strain the sugar syrup through a fine-mesh sieve into the milk mixture and whisk to combine. Set the pan over medium-low heat and cook for another 2 minutes, whisking constantly. Set aside.
Assemble
Position two racks in the top two-thirds of the oven and place a baking sheet on each rack. Preheat to 500°F. Remove the two logs of puff pastry dough from the fridge and cut each log crosswise into twelve 1/2-inch thick slices. Place a piece of dough on a lightly floured work surface and roll it into a circle that’s roughly 4 inches in diameter. Place the dough in the center of one of the muffin cup wells and firmly press against the bottom and sides to form a cup. Repeat with the remaining 23 pieces.
Fill each pastry shell 3/4 full (roughly 2 tablespoons of the filling). Place the muffin pans on the heated baking sheets in the oven and bake tarts until the custard is slightly puffed and browned in spots, about 10–14 minutes. (The pastry should be brown and even slightly charred.) Let cool 10 minutes in pan, and then transfer the tarts to a wire rack. Let cool 20 minutes, then dust the tops with ground cinnamon. Serve immediately.